+49.6%
JNJ vs ALAB
+43.1%
+6.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.7% |
| 7D | +3.5% | +16.3% | -12.9% | +4.1% |
| 30D | +12.5% | -26.1% | +38.7% | +11.1% |
| 3M | +9.6% | -31.3% | +40.8% | +8.2% |
| 6M | +25.3% | -1.0% | +26.3% | +24.6% |
| YTD | +40.3% | +33.3% | +7.0% | +40.5% |
| 1Y | +49.6% | +53.5% | -3.9% | +50.9% |
| All | +49.6% | +43.1% | +6.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling